Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47467.57 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46072.72 Kr¶

PnL: ---------------------------------------> -815.85 Kr¶

DD now: ---------------------------------> -2.39 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 15:51:13.054964'

Anic Portfolio¶

Today¶

Return: -0.846 %¶

This Week¶

Return: -1.434 %¶

Total¶

Return: 55.397 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.890000 3146.000000 175.000000 5.890000 2971.000006
HEBA B 70 -2.130000 2737.000000 101.000000 3.830000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 0.240000 426.400000 71.400000 20.110000 355.000000
Corem Property Group B 59 -2.960000 638.380000 61.380000 10.640000 576.999999
HMS Networks 2 -0.560000 711.600000 38.600000 5.740000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Eastnine 4 -0.470000 507.200000 16.200000 3.300000 491.000000
Coor Service Management Hold. 8 0.660000 548.000000 16.000000 3.010000 532.000000
Samhällsbyggnadsbo. i Norden D 12 2.160000 261.120000 15.120000 6.150000 246.000000
Midsona B 63 -1.250000 597.240000 14.240000 2.440000 582.999984
OEM International B 7 -1.530000 540.400000 12.400000 2.350000 527.999997
Resurs Holding 22 0.410000 586.080000 12.080000 2.100000 573.999998
Karnov Group 9 2.540000 544.500000 8.500000 1.590000 536.000004
Norva24 Group 16 -4.280000 551.360000 8.360000 1.540000 543.000000
Intrum 4 -0.490000 533.400000 6.400000 1.210000 527.000000
MedCap 2 -1.160000 425.000000 4.000000 0.950000 421.000000
Essity B 2 -0.450000 577.400000 3.400000 0.590000 574.000000
AcadeMedia 12 0.910000 559.920000 2.920000 0.520000 557.000004
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Handelsbanken A 5 -1.800000 547.000000 1.000000 0.180000 546.000000
Creaspac SPAC 6 0.000000 577.200000 0.200000 0.030000 577.000002
Swedbank A 3 -1.660000 560.700000 -3.300000 -0.590000 564.000000
Securitas B 6 -0.510000 564.120000 -5.880000 -1.030000 570.000000
Nordea Bank Abp 29 -1.250000 3447.520000 -6.480000 -0.190000 3453.999992
Fastighetsbolag. Emilshus Pref 21 -5.050000 552.300000 -9.700000 -1.730000 562.000005
Boozt 12 0.740000 1642.800000 -11.200000 -0.680000 1653.999996
CTEK 13 -0.630000 509.860000 -24.140000 -4.520000 533.999999
International Petroleum Corp. 5 0.880000 517.000000 -77.570000 -13.050000 594.565215
Vivesto 1368 -3.610000 533.520000 -79.480000 -12.970000 612.999432
SAAB B 8 -0.920000 3269.600000 -107.400000 -3.180000 3377.000000
Sampo Oyj SDB 7 -0.930000 3741.500000 -108.500000 -2.820000 3850.000000
OX2 18 -0.470000 1537.200000 -126.800000 -7.620000 1663.999992
Axfood 13 -0.180000 3572.400000 -183.600000 -4.890000 3756.000001
Fasadgruppen Group 35 -1.770000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 -0.340000 3016.000000 -346.000000 -10.290000 3361.999992
TOTAL 46072.720000 -815.850000 -2.39013% 46888.564618

Updated:¶

'2023-01-13 15:51:25.660258'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶